Uni-Charm Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.72% (+12.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1574 | 14.64 | |
| 0.0807 | 19.13 | |
| 0.8611 | 173.25 | |
| 0.0388 | 4.51 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Uni-Charm Corp Analyses
Other GJR-GARCH Analyses on International Equities